On the solution of the inverse eigenvalue complementarity problem
Carmo P. Brás, Joaquim J. Júdice and Hanif D. Sherali
Abstract
In
this paper, we discuss the solution of an Inverse Eigenvalue
Complementarity Problem (IEiCP). Two nonlinear formulations, NLP1 and
NLP2, of the IEiCP are presented. A necessary and sufficient condition
for a stationary point of NLP1 to be a solution of the IEiCP is
established. On the other hand, for assuring global convergence to a
solution of IEiCP when it exists, an enumerative algorithm is designed
by exploiting the formulation NLP2. The use of additional implied
constraints for enhancing the efficiency of the algorithm is also
discussed. Computational results are provided to highlight the
performance of the algorithm.